Online & telesales based purchases in the UK come with a statutory 14days "change of mind" right of return - there is no such right with in-store purchases, the reasoning being that you have ample opportunity to inspect the goods prior to purchase.
EE retail stores have no "change of mind" returns policy, so your only option will be to either upgrade (and pay a hefty upgrade fee), or purchase whatever phone you want SIM-free. Sorry to say neither will be cheap, but you should be able to subsequently sell your current phone on the second-hand market, or potentially trade it in.
